Random central limit theorems for linear processes with weakly dependent innovations

DOI10.1016/J.JKSS.2011.10.004zbMath1296.60057OpenAlexW2018547585MaRDI QIDQ457302

Dong Wan Shin, Eun-Ju Hwang

Publication date: 26 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2011.10.004

zbMATH Keywords

linear processweak dependencerandom central limit theoremsample covariance

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (3)

The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences ⋮ Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations ⋮ Weak convergence for stationary bootstrap empirical processes of associated sequences

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